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SLMCX vs. ARTKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLMCX and ARTKX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SLMCX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund (SLMCX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.68%
-2.27%
SLMCX
ARTKX

Key characteristics

Sharpe Ratio

SLMCX:

0.57

ARTKX:

0.58

Sortino Ratio

SLMCX:

0.83

ARTKX:

0.83

Omega Ratio

SLMCX:

1.13

ARTKX:

1.11

Calmar Ratio

SLMCX:

0.55

ARTKX:

0.54

Martin Ratio

SLMCX:

2.87

ARTKX:

1.89

Ulcer Index

SLMCX:

4.78%

ARTKX:

3.00%

Daily Std Dev

SLMCX:

24.00%

ARTKX:

9.72%

Max Drawdown

SLMCX:

-86.89%

ARTKX:

-51.94%

Current Drawdown

SLMCX:

-12.83%

ARTKX:

-9.56%

Returns By Period

In the year-to-date period, SLMCX achieves a 13.97% return, which is significantly higher than ARTKX's 4.40% return. Over the past 10 years, SLMCX has outperformed ARTKX with an annualized return of 8.50%, while ARTKX has yielded a comparatively lower 7.14% annualized return.


SLMCX

YTD

13.97%

1M

-8.82%

6M

-0.76%

1Y

13.66%

5Y*

9.82%

10Y*

8.50%

ARTKX

YTD

4.40%

1M

-4.31%

6M

-2.27%

1Y

5.67%

5Y*

8.67%

10Y*

7.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SLMCX vs. ARTKX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is lower than ARTKX's 1.25% expense ratio.


ARTKX
Artisan International Value Fund
Expense ratio chart for ARTKX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for SLMCX: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%

Risk-Adjusted Performance

SLMCX vs. ARTKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Artisan International Value Fund (ARTKX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SLMCX, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.000.570.58
The chart of Sortino ratio for SLMCX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.0010.000.830.83
The chart of Omega ratio for SLMCX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.11
The chart of Calmar ratio for SLMCX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.0014.000.550.54
The chart of Martin ratio for SLMCX, currently valued at 2.81, compared to the broader market0.0020.0040.0060.002.811.89
SLMCX
ARTKX

The current SLMCX Sharpe Ratio is 0.57, which is comparable to the ARTKX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SLMCX and ARTKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.57
0.58
SLMCX
ARTKX

Dividends

SLMCX vs. ARTKX - Dividend Comparison

SLMCX has not paid dividends to shareholders, while ARTKX's dividend yield for the trailing twelve months is around 0.87%.


TTM20232022202120202019201820172016201520142013
SLMCX
Columbia Seligman Technology and Information Fund
0.00%0.00%0.00%0.00%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARTKX
Artisan International Value Fund
0.87%1.03%0.45%2.54%0.22%1.39%1.18%1.05%0.80%0.87%1.60%1.71%

Drawdowns

SLMCX vs. ARTKX - Drawdown Comparison

The maximum SLMCX drawdown since its inception was -86.89%, which is greater than ARTKX's maximum drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for SLMCX and ARTKX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.83%
-9.56%
SLMCX
ARTKX

Volatility

SLMCX vs. ARTKX - Volatility Comparison

Columbia Seligman Technology and Information Fund (SLMCX) has a higher volatility of 15.34% compared to Artisan International Value Fund (ARTKX) at 3.68%. This indicates that SLMCX's price experiences larger fluctuations and is considered to be riskier than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
15.34%
3.68%
SLMCX
ARTKX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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